25 resultados para random utility model
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
We study the thermodynamic properties and the phase diagrams of a multi-spin antiferromagnetic spherical spin-glass model using the replica method. It is a two-sublattice version of the ferromagnetic spherical p-spin glass model. We consider both the replica-symmetric and the one-step replica-symmetry-breaking solutions, the latter being the most general solution for this model. We find paramagnetic, spin-glass, antiferromagnetic and mixed or glassy antiferromagnetic phases. The phase transitions are always of second order in the thermodynamic sense, but the spin-glass order parameter may undergo a discontinuous change.
Resumo:
This letter presents pseudolikelihood equations for the estimation of the Potts Markov random field model parameter on higher order neighborhood systems. The derived equation for second-order systems is a significantly reduced version of a recent result found in the literature (from 67 to 22 terms). Also, with the proposed method, a completely original equation for Potts model parameter estimation in third-order systems was obtained. These equations allow the modeling of less restrictive contextual systems for a large number of applications in a computationally feasible way. Experiments with both simulated and real remote sensing images provided good results.
Resumo:
Influences of inbreeding on daily milk yield (DMY), age at first calving (AFC), and calving intervals (CI) were determined on a highly inbred zebu dairy subpopulation of the Guzerat breed. Variance components were estimated using animal models in single-trait analyses. Two approaches were employed to estimate inbreeding depression: using individual increase in inbreeding coefficients or using inbreeding coefficients as possible covariates included in the statistical models. The pedigree file included 9,915 animals, of which 9,055 were inbred, with an average inbreeding coefficient of 15.2%. The maximum inbreeding coefficient observed was 49.45%, and the average inbreeding for the females still in the herd during the analysis was 26.42%. Heritability estimates were 0.27 for DMY and 0.38 for AFC. The genetic variance ratio estimated with the random regression model for CI ranged around 0.10. Increased inbreeding caused poorer performance in DMY, AFC, and CI. However, some of the cows with the highest milk yield were among the highly inbred animals in this subpopulation. Individual increase in inbreeding used as a covariate in the statistical models accounted for inbreeding depression while avoiding overestimation that may result when fitting inbreeding coefficients.
Resumo:
We consider independent edge percolation models on Z, with edge occupation probabilities. We prove that oriented percolation occurs when beta > 1 provided p is chosen sufficiently close to 1, answering a question posed in Newman and Schulman (Commun. Math. Phys. 104: 547, 1986). The proof is based on multi-scale analysis.
Resumo:
In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.
Resumo:
Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
Meningioma tumor growth involves the subarachnoid space that contains the cerebrospinal fluid. Modeling tumor growth in this microenvironment has been associated with widespread leptomeningeal dissemination, which is uncharacteristic of human meningiomas. Consequently, survival times and tumor properties are varied, limiting their utility in testing experimental therapies. We report the development and characterization of a reproducible orthotopic skull-base meningioma model in athymic mice using the IOMM-Lee cell line. Localized tumor growth was obtained by using optimal cell densities and matrigel as the implantation medium. Survival times were within a narrow range of 17-21 days. The xenografts grew locally compressing surrounding brain tissue. These tumors had histopathologic characteristics of anaplastic meningiomas including high cellularity, nuclear pleomorphism, cellular pattern loss, necrosis and conspicuous mitosis. Similar to human meningiomas, considerable invasion of the dura and skull and some invasion of adjacent brain along perivascular tracts were observed. The pattern of hypoxia was also similar to human malignant meningiomas. We use bioluminescent imaging to non-invasively monitor the growth of the xenografts and determine the survival benefit from temozolomide treatment. Thus, we describe a malignant meningioma model system that will be useful for investigating the biology of meningiomas and for preclinical assessment of therapeutic agents.
Resumo:
The Prospective and Retrospective Memory Questionnaire (PRMQ) has been shown to have acceptable reliability and factorial, predictive, and concurrent validity. However, the PRMQ has never been administered to a probability sample survey representative of all ages in adulthood, nor have previous studies controlled for factors that are known to influence metamemory, such as affective status. Here, the PRMQ was applied in a survey adopting a probabilistic three-stage cluster sample representative of the population of Sao Paulo, Brazil, according to gender, age (20-80 years), and economic status (n=1042). After excluding participants who had conditions that impair memory (depression, anxiety, used psychotropics, and/or had neurological/psychiatric disorders), in the remaining 664 individuals we (a) used confirmatory factor analyses to test competing models of the latent structure of the PRMQ, and (b) studied effects of gender, age, schooling, and economic status on prospective and retrospective memory complaints. The model with the best fit confirmed the same tripartite structure (general memory factor and two orthogonal prospective and retrospective memory factors) previously reported. Women complained more of general memory slips, especially those in the first 5 years after menopause, and there were more complaints of prospective than retrospective memory, except in participants with lower family income.
Resumo:
The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.
Resumo:
We investigate the eigenvalue statistics of ensembles of normal random matrices when their order N tends to infinite. In the model, the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We study the conformal deformations of equilibrium measures of normal random ensembles to the real line and give sufficient conditions for it to weakly converge to a Wigner measure.
Resumo:
We introduce a Sherrington-Kirkpatrick spin-glass model with the addition of elastic degrees of freedom. The problem is formulated in terms of an effective four-spin Hamiltonian in the pressure ensemble, which can be treated by the replica method. In the replica-symmetric approximation, we analyze the pressure-temperature phase diagram, and obtain expressions for the critical boundaries between the disordered and the ordered (spin-glass and ferromagnetic) phases. The second-order para-ferromagnetic border ends at a tricritical point, beyond which the transition becomes discontinuous. We use these results to make contact with the temperature-concentration phase diagrams of mixtures of hydrogen-bonded crystals.
Resumo:
We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalizations allow a neat extension from the class l (1) of absolutely summable lattice potentials to the optimal class l (2) of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom l (1) case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class l (2) in the Bernoulli case. Open problems are discussed.
Resumo:
The action of a synthetic antimicrobial peptide analog of Plantaricin 149 (Pln149a) against Saccharomyces cerevisiae and its interaction with biomembrane model systems were investigated. Pln149a was shown to inhibit S. cerevisiae growth by more than 80% in YPD medium, causing morphological changes in the yeast wall and remaining active and resistant to the yeast proteases even after 24 h of incubation. Different membrane model systems and carbohydrates were employed to better describe the Pln149a interaction with cellular components using circular dichroism and fluorescence spectroscopies, adsorption kinetics and surface elasticity in Langmuir monolayers. These assays showed that Pln149a does not interact with either mono/polysaccharides or zwitterionic LUVs, but is strongly adsorbed to and incorporated into negatively charged surfaces, causing a conformational change in its secondary structure from random-coil to helix upon adsorption. From the concurrent analysis of Pln149a adsorption kinetics and dilatational surface elasticity data, we determined that 2.5 mu M is the critical concentration at which Pln149a will disrupt a negative DPPG monolayer. Furthermore, Pln149a exhibited a carpet-like mechanism of action, in which the peptide initially binds to the membrane, covering its surface and acquiring a helical structure that remains associated to the negatively charged phospholipids. After this electrostatic interaction, another peptide region causes a strain in the membrane, promoting its disruption. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.